How To Fix FTBCVA064 - Auswertungsart &1: Keine Ableitungs-ID für Geschäftspartner

FTBCVA064 - Overview

• Message type: E = Error

• Message class: FTBCVA - Credit Value Adjustment

• Message number: 064

• Message text: Auswertungsart &1: Keine Ableitungs-ID fĂĽr Geschäftspartner

Was verursacht dieses Problem?

You have not maintained a credit spread curve derivation ID for business
partners in the settings of evaluation type &V1&. Consequently, the
system cannot derive a reference entity for the business partner. As a
result, no credit spread curve can be found. The credit spread curve is
required for calculating the product of the probability of default and
loss given default.

Systemantwort

The system calculates CVA using credit spreads of value zero.

Wie behebe ich diesen Fehler?

If you want to consider the credit spreads of the business partner and
thereby the corresponding product of the probability of default and loss
given default, then you must maintain the credit spread curve derivation
ID in the evaluation type (transaction <DS:TRAN.JBREVAL>JBREVAL</>).

Das System gibt eine Fehlermeldung aus und erlaubt Ihnen nicht, mit dieser Transaktion fortzufahren, bis der Fehler behoben ist.

INCLUDE 'CUSTOMIZED_MESSAGE_INFO' OBJECT DOKU ID TX

Fehlermeldungsextrakt aus SAP-System. Copyright SAP SE